Titlebook: New Operational Approaches for Financial Modelling; Constantin Zopounidis Conference proceedings 1997 Springer-Verlag Berlin Heidelberg 19

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书目名称New Operational Approaches for Financial Modelling被引频次




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书目名称New Operational Approaches for Financial Modelling读者反馈学科排名

一再困扰

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Postoptimality for a Bond Portfolio Management Modellio management model with respect to inclusion of additional “out-of-sample” scenarios. Using results based on the initial selection of sce narios and those based on the alternative out-of-sample scenarios it provides bounds for the optimal value based on the pooled sample of scenarios of these grou

macrophage

色情

Recent Developments in Modelling Abnormal Stock Returns: A Review Essay to test the efficiency of securities markets. Moreover, the paper refers to the issue of non-stationarity of stock returns. De Jong, ., (1992) have test for one form of non-stationarity, namely conditional heteroskedasticity, and found that it may lead to inefficient estimates of beta factors. In t

nepotism

Warrants Pricing in a Thin Market: Case of Thailandxchange, but the trading volume is low and the market operators have a limited experience of trading in these instruments. The paper includes a study of the theoretical and market prices and is based on the analysis of four warrants traded on the Security Exchange of Thailand. An attempt has also be

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‘Ebb and Flow’ of Fundamentalist, Imitator and Contrarian Investors in a Financial Marketve financial market, assuming entries and leavings of agents. We consider three basic operators: fundamentalists, imitators and contrarians, who bet on a next reversing of the price trend. We also study the performances of various agents, assuming that they leave the market when their risk capi tals

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Stock Market Behaviour and Imitation: some further resultsati’s, were the agents’ decisions are explained both by their reac tion to the past stock price, according to a standard speculative behaviour, and by imitation of other agents’ past decisions, according to common evi dence in social psychology. We examine the conditions under which stability and gl